姓 名：胡建华
职 称：研究员
研究方向：高维数据/大数据、空间面板数据、多元分析等
教授课程：高等数理统计、线性模型、广义线性模型、应用时间序列、现代统计方法等
E - mail：hu.jianhua@mail.shufe.edu.cn；电话：65901056
| 序号 | 项目名称 | 项目编号 | 项目来源 | 起止时间 | 项目经费 |
| 1 | “复杂面板数据的统计建模及其推断” | 11571219 | 国家自然科学基金面上项目 | 2016-2019年 | 50万 |
| 2 | “基于样本和决策论的增长曲线模型的统计推断研究” | 10971126 | 国家自然科学基金面上项目 | 2010-2012年 | 25万 |
| 3 | “证劵市场间的相关性研究及其实证分析” | 09PJD019 | 上海市浦江人才计划资助项目 | 2009-2011年 | 10万 |
| 4 | “数据智能与管理交叉融合学科创新引智基地” | B25066 | 中国111基地 | 2025-2029年 | 50万 |
High-Dimensional Regression and Variable Selection in Big Data Analysis
Spatial Modeling and Statistical Inference in Spatial Econometrics
Deep Neutral Network in Statistical Learning
Multivariate Statistical Analysis;
PhD., Statistics, University of Windsor, Ontario, Canada
博士，数学， 中南大学，湖南.
硕士，数学， 中南大学，湖南.
学士，数学， 湘潭大学，湖南.
现任上海财经大学统计与管理学院研究员、博士生导师
2007-2018，上海财经大学统计与管理学院副教授、博士生导师
1982-1999，中南大学助教、讲师、副教授、硕士生导师
1.Wang, M., Hu, Jianhua, Xia, N. and Zhou, Y. (2025). On the estimation of high-dimensional integrated covariance matrix based on high-frequency data with multiple transactions. Statistica Sinica. 35(3),1737-1759.
2.Jianhua Hu, Tao Li, Xiaoqian Liu, Xu Liu (2025). Random projection-based response best-subset selector for ultra-high dimensional multivariate data
Journal of Multivariate Analysis 210, 105465.
3 Qin, X., Hu, Jianhua, Ma, S. and Wu,* M. (2024). Estimation of multiple networks with common structures in heterogeneous subgroups. Journal of Multivariate Analysis 202, 105298.
4. Hu, Jianhua, Huang,J.Liu, X. and Liu, X. (2023). Response best-subset selector for multivariate regression with high-dimensional response variables. Biometrika. 110, 205--223.
5. Hu, Jianhua, Ding, H. and Liu, X. (2023). Arbitrage pricing with heterogeneous spatial effects and heteroscedastic disturbances. Journal of Financial Econometrics 21(4),1169-1195.
6. Hu, Jianhua, Liu, X., Liu. X. and Xia, N (2022). Some aspects of response variable selection and estimation in multivariate linear regression. Journal of Multivariate Analysis, 188, 104821.
7. Li, T., Hu, Jianhua, You, J. and Liu, L. (2020). Statistical inference of time-varying single-index coefficient models for locally stationary time series (in Chinese). Science Sinica Mathematics, 50(11), 1609-1630.
8. Hu, Jianhua, Ding, H., Liu, L. and Feng, J. (2020). Statistical inference of locally stationary functional coefficient models. Journal of Statistical Planning and Inference, 209, 27-43.
9. Hu, J., Huang, J. & Qiu, F. (2018). A group adaptive elastic-net approach for variable selection in high-dimensional linear regression. Science China Mathematics, 61(1): 173–188.
10. Xin, X., Hu, J. & Liu, L. (2017). On oracle property of a generalized adaptive elastic-net for multivariate linear regression with a diverging number of parameters. Journal of Multivariate Analysis, 162, 16-31.
11. Liu, X, Liu, L. & Hu, J. (2017). James-Stein estimation problem for a multivariate normal random matrix and an improved estimator. Linear Algebra and Its Applications, 532, 231-256.
12. Hu, J., You, J. & Zhou, X. (2017). Improved estimations of fixed effects panel data plm with heteroscedastic errors. Journal of Multivariate Analysis, 154, 96-111.
13. Bai, Y., Hu, J. & You, J. (2015). Panel data varying-coefficient partially linear models with both spatially and time-wise correlated errors. Statistica Sinica, 25, 275-294.
14. Liu, F., Hu, J. & Chu, G. (2015). Estimation of parameters in the extended growth curve model via outer product LS for covariance. Linear Algebra and its Applications, 473,236-260.
15. Hu, J., Liu, F. & You, J. (2014). Panel data partially linear model with fixed effects, spatial autoregressive error components and unspecified intertemporal correlation. Journal of Multivariate Analysis, 130, 64-89.
16. Hu, J., Xin, X. & You, J. (2014). Model determination and estimation for the growth curve model via group SCAD penalty. Journal of Multivariate Analysis, 124, 199-213.
17. Hu, J., Liu, F. & Ahmed, E.S. (2012). Estimation of parameters in the growth curve model via an outer product LS approach for covariance. Journal of Multivariate Analysis, 108, 53-66.
18. Hu, J., Liu, F. & You, J. (2012). Estimation of parameters in a generalized GMANOVA model based on an outer product analogy and least squares. Journal of Statistical Planning and Inference, 142, 2017-2031.
19. Hu, J., Yan, G. & You, J. (2011). Estimation for an additive growth curve model with orthogonal design matrices. Bernoulli, 17, 1400-1419.
20. Hu, J. (2010). Equivalent conditions for noncentral generalized Laplacianness and independence of matrix quadratic forms.Linear Algebra and its Applications, 433,796-809.
21. Hu, J. (2010). On the properties of explicit estimators in the extended growth curve model.Statistics, 44, 477-492.
22. Hu, J. & Yan, G. (2008). Asymptotic normality and consistency of a two-stage generalized least squares estimator in the growth curve model. Bernoulli, 14, 623-636.
23. Hu, J. (2008). Wishartness and independence of matrix quadratic forms in a normal random matrix. Journal of Multivariate Analysis, 99, 555-571.
专著：
1. 胡建华、柳福祥、辛欣 (2025). 增长曲线模型及其扩展. 科学出版社. 北京.
上海财经大学特任研究员（2018.11---）
上海市浦江人才（2009-2011）
上海财经大学优秀教学三等奖（2009）
上海财经大学第十五届中振科研优秀论文奖（2008）
国际权威统计杂志《Journal of Multivariate Analysis》副主编 （2019年1月----）
中国环境统计学会大数据科学分会常务理事（2018年11月----）.
国家自然科学基金评审专家（2011---）
“Random projection-based response best-subset selector for ultra-high dimensional multivariate data” (invited speaker, 25 min), the 14th High Dimensional Data Analysis Workshop, hosted at the Central Michigan University Biological Station on Beaver Island, Aug. 19-22, 2025.
“Some Aspects of Review of Response Variable Selection in Multivariate Linear Regression” (invited presentation), April 20, 2022, MVA 50th Jubilee volume follow-up virtual meeting.
“Response variables selection in multivariate linear regression” (25min), The 4th ICSA-Canada Chapter Symposium, Queen’s University, Kingston, Canada, August9 -11, 2019.
“Response best subset selection and estimation in multivariate linear regression” (20min), The 45th Annual Meeting of the Statistical Society of Canada, Manitoba University，Winnipeg, Canada, June 10 -14, 2017.
“A generalized adaptive elastic-net for the high dimensional multivariate linear regression” (20 min), The 44th Annual Meeting of the Statistical Society of Canada, Brock University, St. Catharines, Ontario, Canada, from May 29 to June 1, 2016.
“On the James-Stein estimation in multivariate linear regression models” (20min), IWMS 2015, The 24th International Workshop on Matrices and Statistics, Hainan Normal University, Haikou, Hainan, China, May25-28, 2015.
“Variable selection and coefficient estimation in multivariate high-dimensional linear regression” (45 min), Seminar, University of New Brunswick, Canada, July 16, 2014. Visiting scholar of UNB from July 1-31, 2014.
